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Regressing / smoothing input time-series based on anomalies #52

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arun-nemani opened this issue Oct 22, 2018 · 0 comments
Open

Regressing / smoothing input time-series based on anomalies #52

arun-nemani opened this issue Oct 22, 2018 · 0 comments

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@arun-nemani
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arun-nemani commented Oct 22, 2018

Is there a way to objectively regress / normalize discrete points in the original time-series (ts) based on the anomalies time series (spikes), which are essentially "weights". I basically want to use the anomaly detector as a smoothing mask. Does this exist currently?

detector = anomaly_detector.AnomalyDetector(ts)
spikes = detector.get_all_scores().values

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